Results 111 to 120 of about 3,211,049 (333)
AOe07 Variance-Covariance-Matrix
The Atmosphere and Ocean non-tidal De-aliasing Level-1B (AOD1B) product is widely used in satellite gravimetry to correct for transient effects of atmosphere-ocean mass variability that would otherwise alias into monthly-mean global gravity fields. The most recent release is based on the global ERA5 reanalysis and ECMWF operational data together with ...
Shihora, L. +3 more
openaire +2 more sources
Doehl et al. discovered an adaptive neuroimmune mechanism that induces itch in tick‐exposed guinea pigs, enabling rapid tick removal. This itch‐induced tick removal (IITR) is mediated by an adaptive cellular immune response and is independent of IgG, IgE, or TRPV1.
Johannes S. P. Doehl +27 more
wiley +1 more source
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal distributions ...
Bodnar, Taras +2 more
core
Robust Covariance Adaptation in Adaptive Importance Sampling
Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution.
Bugallo, Monica F. +2 more
core +1 more source
4‐HBA upregulates NKIRAS2 levels, inhibiting the activation of the NF‐κB pathway and subsequently reducing the levels of neuroinflammatory markers. This modulation helps restore normal mood and behavior in hyperlipidemic conditions, providing a potential therapeutic strategy for managing hyperlipidemia‐associated depression.
Ying Zhang +7 more
wiley +1 more source
Bounding entanglement dimensionality from the covariance matrix [PDF]
High-dimensional entanglement has been identified as an important resource in quantum information processing, and also as a main obstacle for simulating quantum systems.
Shuheng Liu +4 more
doaj +1 more source
Multivariate Realized Stock Market Volatility [PDF]
We present a new matrix-logarithm model of the realized covariance matrix of stock returns. The model uses latent factors which are functions of both lagged volatility and returns. The model has several advantages: it is parsimonious; it does not require
Gregory H. Bauer, Keith Vorkink
core
Sequential Sensing with Model Mismatch
We characterize the performance of sequential information guided sensing, Info-Greedy Sensing, when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate.
Pokutta, Sebastian +2 more
core +1 more source
AI‐Enhanced Vibrational Capsule for Minimally Invasive Detection of Abnormal Bowel Tissue
A fully integrated vibration‐assisted capsule is presented for the minimally invasive detection of bowel lesions. The capsule incorporates a wireless sensor and an eccentric motor to probe tissue mechanics in situ. By coupling triaxial vibration signals with AI‐based classification and analytical modeling, the system enables early, non‐visual ...
Xizheng Fang +6 more
wiley +1 more source
Shrinkage regularization is an effective strategy to estimate the covariance matrix of multi-variate random vector in small sample scenarios. The purpose of this paper is to propose improved linear shrinkage estimators of covariance matrix as two types ...
Bin Zhang, Jie Zhou, Jianbo Li
doaj +1 more source

